Algebraic change-point detection

Michel Fliess; Cédric Join; Mamadou Mboup

doi:10.1007/s00200-010-0119-z

Journal articles

Algebraic change-point detection

Michel Fliess ^{1, 2, *} Cédric Join ^{2, 3} Mamadou Mboup ^{2, 4}

* Corresponding author

1 LIX - Laboratoire d'informatique de l'École polytechnique [Palaiseau]

2 ALIEN - Algebra for Digital Identification and Estimation

Inria Lille - Nord Europe, Inria Saclay - Ile de France, Ecole Centrale de Lille, X - École polytechnique, CNRS - Centre National de la Recherche Scientifique : UMR8146

3 CRAN - Centre de Recherche en Automatique de Nancy

4 CRESTIC - Centre de Recherche en Sciences et Technologies de l'Information et de la Communication - EA 3804

Abstract : Elementary techniques from operational calculus, differential algebra, and noncommutative algebra lead to a new approach for change-point detection, which is an important field of investigation in various areas of applied sciences and engineering. Several successful numerical experiments are presented.

keyword : Change-point detection identifiability operational calculus differential algebra noncommutative algebra holonomic functions

Document type :

Journal articles

Domain :

Computer Science [cs] / Signal and Image Processing

Computer Science [cs] / Computational Engineering, Finance, and Science [cs.CE]

Mathematics [math] / Rings and Algebras [math.RA]

Life Sciences [q-bio] / Quantitative Methods [q-bio.QM]

Computer Science [cs] / Bioinformatics [q-bio.QM]

Quantitative Finance [q-fin] / Risk Management [q-fin.RM]

Engineering Sciences [physics] / Signal and Image processing

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https://hal.inria.fr/inria-00439226
Contributor : Michel Fliess <>
Submitted on : Sunday, December 6, 2009 - 11:07:25 PM
Last modification on : Monday, May 17, 2021 - 2:52:11 PM
Long-term archiving on: : Thursday, June 17, 2010 - 11:20:18 PM

Algebraic change-point detection

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Algebraic change-point detection

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